+452.3%
EWT vs HWM
+1,487.1%
-1,034.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +9.1% | +7.3% | +1.8% | +7.4% |
| 30D | -12.2% | +1.6% | -13.8% | -12.6% |
| 3M | -9.4% | -21.9% | +12.5% | -4.6% |
| 6M | +2.7% | -19.0% | +21.7% | +7.2% |
| YTD | +53.3% | +7.9% | +45.3% | +49.7% |
| 1Y | +59.2% | +9.9% | +49.2% | +54.7% |
| 3Y | +157.1% | +342.1% | -185.0% | +82.7% |
| 5Y | +119.6% | +600.8% | -481.2% | +40.8% |
| All | +452.3% | +1,487.1% | -1,034.8% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling